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OBSOX vs. SSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OBSOX vs. SSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oberweis Small-Cap Opportunities Fund (OBSOX) and Saratoga Small Capitalization Portfolio (SSCPX). The values are adjusted to include any dividend payments, if applicable.

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OBSOX vs. SSCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OBSOX
Oberweis Small-Cap Opportunities Fund
-0.48%14.28%16.13%15.81%-11.17%43.39%32.52%25.06%-7.05%25.55%
SSCPX
Saratoga Small Capitalization Portfolio
-2.63%6.41%10.79%15.16%-17.56%24.53%25.39%23.71%-16.14%15.58%

Returns By Period

In the year-to-date period, OBSOX achieves a -0.48% return, which is significantly higher than SSCPX's -2.63% return. Over the past 10 years, OBSOX has outperformed SSCPX with an annualized return of 15.43%, while SSCPX has yielded a comparatively lower 9.16% annualized return.


OBSOX

1D
-3.30%
1M
-8.84%
YTD
-0.48%
6M
3.09%
1Y
28.05%
3Y*
11.23%
5Y*
10.87%
10Y*
15.43%

SSCPX

1D
-1.77%
1M
-8.88%
YTD
-2.63%
6M
-3.54%
1Y
16.77%
3Y*
9.57%
5Y*
3.88%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OBSOX vs. SSCPX - Expense Ratio Comparison

OBSOX has a 1.25% expense ratio, which is lower than SSCPX's 1.70% expense ratio.


Return for Risk

OBSOX vs. SSCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OBSOX
OBSOX Risk / Return Rank: 6060
Overall Rank
OBSOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
OBSOX Sortino Ratio Rank: 5858
Sortino Ratio Rank
OBSOX Omega Ratio Rank: 5050
Omega Ratio Rank
OBSOX Calmar Ratio Rank: 7373
Calmar Ratio Rank
OBSOX Martin Ratio Rank: 6767
Martin Ratio Rank

SSCPX
SSCPX Risk / Return Rank: 3434
Overall Rank
SSCPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SSCPX Sortino Ratio Rank: 3232
Sortino Ratio Rank
SSCPX Omega Ratio Rank: 2626
Omega Ratio Rank
SSCPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSCPX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OBSOX vs. SSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oberweis Small-Cap Opportunities Fund (OBSOX) and Saratoga Small Capitalization Portfolio (SSCPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


OBSOXSSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.72

+0.27

Sortino ratio

Return per unit of downside risk

1.50

1.14

+0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.65

1.17

+0.48

Martin ratio

Return relative to average drawdown

6.39

3.79

+2.60

OBSOX vs. SSCPX - Sharpe Ratio Comparison

The current OBSOX Sharpe Ratio is 0.99, which is higher than the SSCPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of OBSOX and SSCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OBSOXSSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.72

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.18

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.40

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.36

-0.07

Correlation

The correlation between OBSOX and SSCPX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OBSOX vs. SSCPX - Dividend Comparison

OBSOX has not paid dividends to shareholders, while SSCPX's dividend yield for the trailing twelve months is around 9.26%.


TTM20252024202320222021202020192018201720162015
OBSOX
Oberweis Small-Cap Opportunities Fund
0.00%0.00%0.80%0.00%0.17%21.88%4.05%3.04%28.22%6.36%4.24%11.91%
SSCPX
Saratoga Small Capitalization Portfolio
9.26%9.02%11.37%0.00%10.18%24.67%0.02%0.00%17.42%0.00%0.00%58.90%

Drawdowns

OBSOX vs. SSCPX - Drawdown Comparison

The maximum OBSOX drawdown since its inception was -80.52%, which is greater than SSCPX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for OBSOX and SSCPX.


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Drawdown Indicators


OBSOXSSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-53.65%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-11.83%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-27.78%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-43.59%

+0.80%

Current Drawdown

Current decline from peak

-11.40%

-11.54%

+0.14%

Average Drawdown

Average peak-to-trough decline

-30.72%

-10.30%

-20.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.66%

-0.07%

Volatility

OBSOX vs. SSCPX - Volatility Comparison

Oberweis Small-Cap Opportunities Fund (OBSOX) has a higher volatility of 11.62% compared to Saratoga Small Capitalization Portfolio (SSCPX) at 7.50%. This indicates that OBSOX's price experiences larger fluctuations and is considered to be riskier than SSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBSOXSSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

7.50%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

14.84%

+4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

28.23%

22.41%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.77%

22.10%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

22.90%

+1.59%